--- license: cc-by-nc-4.0 pipeline_tag: time-series-forecasting tags: - time series - forecasting - pretrained models - foundation models - time series foundation models - time-series --- # Moirai-1.0-R-Large Moirai, the Masked Encoder-based Universal Time Series Forecasting Transformer is a Large Time Series Model pre-trained on [LOTSA data](https://huggingface.co/datasets/Salesforce/lotsa_data). For more details on the Moirai architecture, training, and results, please refer to the [paper](https://arxiv.org/abs/2402.02592).


Fig. 1: Overall architecture of Moirai. Visualized is a 3-variate time series, where variates 0 and 1 are target variables (i.e. to be forecasted, and variate 2 is a dynamic covariate (values in forecast horizon known). Based on a patch size of 64, each variate is patchified into 3 tokens. The patch embeddings along with sequence and variate id are fed into the Transformer. The shaded patches represent the forecast horizon to be forecasted, whose corresponding output representations are mapped into the mixture distribution parameters.

## Usage To perform inference with Moirai, install the uni2ts library from our [GitHub repo](https://github.com/SalesforceAIResearch/uni2ts). 1. Clone repository: ```shell git clone https://github.com/SalesforceAIResearch/uni2ts.git cd uni2ts ``` 2) Create virtual environment: ```shell virtualenv venv . venv/bin/activate ``` 3) Build from source: ```shell pip install -e '.[notebook]' ``` 4) Create a `.env` file: ```shell touch .env ``` A simple example to get started: ```python import torch import matplotlib.pyplot as plt import pandas as pd from gluonts.dataset.pandas import PandasDataset from gluonts.dataset.split import split from uni2ts.eval_util.plot import plot_single from uni2ts.model.moirai import MoiraiForecast, MoiraiModule SIZE = "small" # model size: choose from {'small', 'base', 'large'} PDT = 20 # prediction length: any positive integer CTX = 200 # context length: any positive integer PSZ = "auto" # patch size: choose from {"auto", 8, 16, 32, 64, 128} BSZ = 32 # batch size: any positive integer TEST = 100 # test set length: any positive integer # Read data into pandas DataFrame url = ( "https://gist.githubusercontent.com/rsnirwan/c8c8654a98350fadd229b00167174ec4" "/raw/a42101c7786d4bc7695228a0f2c8cea41340e18f/ts_wide.csv" ) df = pd.read_csv(url, index_col=0, parse_dates=True) # Convert into GluonTS dataset ds = PandasDataset(dict(df)) # Split into train/test set train, test_template = split( ds, offset=-TEST ) # assign last TEST time steps as test set # Construct rolling window evaluation test_data = test_template.generate_instances( prediction_length=PDT, # number of time steps for each prediction windows=TEST // PDT, # number of windows in rolling window evaluation distance=PDT, # number of time steps between each window - distance=PDT for non-overlapping windows ) # Prepare pre-trained model by downloading model weights from huggingface hub model = MoiraiForecast( module=MoiraiModule.from_pretrained(f"Salesforce/moirai-1.0-R-{SIZE}"), prediction_length=PDT, context_length=CTX, patch_size=PSZ, num_samples=100, target_dim=1, feat_dynamic_real_dim=ds.num_feat_dynamic_real, past_feat_dynamic_real_dim=ds.num_past_feat_dynamic_real, ) predictor = model.create_predictor(batch_size=BSZ) forecasts = predictor.predict(test_data.input) input_it = iter(test_data.input) label_it = iter(test_data.label) forecast_it = iter(forecasts) inp = next(input_it) label = next(label_it) forecast = next(forecast_it) plot_single( inp, label, forecast, context_length=200, name="pred", show_label=True, ) plt.show() ``` ## The Moirai Family | # Model | # Parameters | | :---: | :---: | | [Moirai-1.0-R-Small](https://huggingface.co/Salesforce/moirai-1.0-R-small) | 14m | | [Moirai-1.0-R-Base](https://huggingface.co/Salesforce/moirai-1.0-R-base) | 91m | | [Moirai-1.0-R-Large](https://huggingface.co/Salesforce/moirai-1.0-R-large) | 311m | ## Citation If you're using Uni2TS in your research or applications, please cite it using this BibTeX: ```markdown @article{woo2024unified, title={Unified Training of Universal Time Series Forecasting Transformers}, author={Woo, Gerald and Liu, Chenghao and Kumar, Akshat and Xiong, Caiming and Savarese, Silvio and Sahoo, Doyen}, journal={arXiv preprint arXiv:2402.02592}, year={2024} } ```